Are you really sure that you want to drop $3k on your first amplifier purchase? I mean, I can understand not wanting to have to go up the ladder of equipment, but it's really worth learning your way around a few cheaper and different sounding amplifiers before you go dropping that much on something you might not even like. What's your source? Do you have a DAC/CD player of a sufficient level to warrant pairing with this kind of equipment? Not to demean you if you do, but you should make sure that your rig isn't being let down by one component.
I know it seems boring and vastly cheap by comparison, but the Matrix M-Stage purportedly
sounds almost as good as the Luxman (scroll to 'comparisons') when paired with the HD 800. If it makes you feel better you could go for the more expensive Lehmann Black Cube Linear (which the M-Stage is a clone of). The BCL was the amp Sennheiser actually used whilst developing the HD 800, so go figure.
If you're totally set on getting one of the $3000 ones, I can't really help. As for balanced output, it doesn't necessarily make an amp 'better'. It's just a different approach. For similar prices you have one SE amazingly awesome amp, or two
slightly less good amps rigged in balanced configuration. If you really, REALLY wanted a balanced Luxman you could just buy two of them and use them together...